Alcalá de Henares — A UNESCO World Heritage site. This city has a lot of interesting places to visit. But the most important of Alcalá de Henares is that it is the city where the famous writer of Quixote, Cervantes, was born.
Aranjuez— A UNESCO World Heritage site, Aranjuez is an excellent day trip away from Madrid. Highlights include the Palacio Real, the summer home for the Bourbons and the lavishly designed Casa del Labrador near the Tagus River. There are some excellent restaurants serving the local specialty, artichokes. To get there, catch a local train from either the Atocha or Chamartin stations. It takes around 45 minutes from Atocha station, or around 55 minutes from Chamartin station to get to Aranjuez.
Chinchon — Typical Spanish town which retains its character from the 1700s.
El Escorial— A UNESCO World Heritage site. A mountainous retreat home to Spain's largest monastery, the Royal Monastery of San Lorenzo de El Escorial. To get there, catch a local train from either the Atocha or Chamartin stations. It is just over one hour from Atocha station or around 55 minutes from Chamartin station.
Valle de los Caidos — (Valley of the fallen) The world's largest free-standing Christian cross. Franco′s tomb and memorial to Catholics (both in Franco's side and opposite) killed in the Civil War. Construction was ordered by Franco and erected on rocks through the labor of many Republican prisoners of war.
El Pardo— A little village near Madrid (8 km. from the city center, connected by bus) and close of "Palacio de la Zarzuela" (residence of the King of Spain, no visits allowed), surrounded by mountains and the location of the "Palacio de El Pardo" (El Pardo Palace), Franco′s residence between 1940 until his death (1975). It was a former residence of the Kings of Spain.
Sierra de Guadarrama - a mountainous area north-east of Madrid probably reached most easily by Renfe Cercanias to Cercedilla on the line to Segovia. There is a special Renfe Cercanias line, narrow gauge and often single track, from Cercedilla through glorious scenery to Los Cotos. This is only yards from an entrance to the Peñalara Nature Park.